On the minimum of several random variables

DOI10.1090/S0002-9939-06-08453-XMaRDI QIDQ3419953zbMATH OpenOpenAlexFDO

Authors Elisabeth M. Werner, Yehoram Gordon, Alexander E. Litvak, Carsten Schütt

Publication date 1 February 2007

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-06-08453-x

zbMATH Keywords

momentsnormal distributionorder statisticsexponential distributionexpectations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cites work

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• scientific article; zbMATH DE number 4058317 (Why is no real title available?)
• scientific article; zbMATH DE number 3073200 (Why is no real title available?)
• Geometry of spaces between polytopes and related zonotopes
• Minima of sequences of Gaussian random variables
• Order Statistics
• Orlicz norms of sequences of random variables
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• Relations, bounds and approximations for order statistics
• Some combinatorial and probabilistic inequalities and their application to Banach space theory II

Cited in

(23)

• On the isotropic constant of random polytopes
• AdaBoost and robust one-bit compressed sensing
• Minima of sequences of Gaussian random variables
• Restoration of the distribution from the mean values of the minima of a random number of random variables
• Estimates for order statistics in terms of quantiles
• Randomized large distortion dimension reduction
• In memory of Wenbo V. Li's contributions
• Uniform estimates for order statistics and Orlicz functions
• On mean estimation for heteroscedastic random variables
• Estimating averages of order statistics of bivariate functions
• Order statistics of vectors with dependent coordinates, and the Karhunen-Loève basis
• scientific article; zbMATH DE number 1245637 (Why is no real title available?)
• Time-like Graphical Models
• Average best \(m\)-term approximation
• The minimum of the expected value of the product of three random variables in the Fréchet class
• scientific article; zbMATH DE number 4100283 (Why is no real title available?)
• Robustness properties of dimensionality reduction with Gaussian random matrices
• Two-sided estimates for order statistics of log-concave random vectors
• Discrepancy, chaining and subgaussian processes
• Mean and minimum of independent random variables
• Gaussian averages of interpolated bodies and applications to approximate reconstruction
• Distributions of the minimum and the maximum of a random number of random variables
• A strong restricted isometry property, with an application to phaseless compressed sensing

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